Applied and Computational Harmonic Analysis最新文献

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Error bounds for kernel-based approximations of the Koopman operator 基于核的库普曼算子近似的误差范围
IF 2.5 2区 数学
Applied and Computational Harmonic Analysis Pub Date : 2024-04-04 DOI: 10.1016/j.acha.2024.101657
Friedrich M. Philipp , Manuel Schaller , Karl Worthmann , Sebastian Peitz , Feliks Nüske
{"title":"Error bounds for kernel-based approximations of the Koopman operator","authors":"Friedrich M. Philipp ,&nbsp;Manuel Schaller ,&nbsp;Karl Worthmann ,&nbsp;Sebastian Peitz ,&nbsp;Feliks Nüske","doi":"10.1016/j.acha.2024.101657","DOIUrl":"https://doi.org/10.1016/j.acha.2024.101657","url":null,"abstract":"<div><p>We consider the data-driven approximation of the Koopman operator for stochastic differential equations on reproducing kernel Hilbert spaces (RKHS). Our focus is on the estimation error if the data are collected from long-term ergodic simulations. We derive both an exact expression for the variance of the kernel cross-covariance operator, measured in the Hilbert-Schmidt norm, and probabilistic bounds for the finite-data estimation error. Moreover, we derive a bound on the prediction error of observables in the RKHS using a finite Mercer series expansion. Further, assuming Koopman-invariance of the RKHS, we provide bounds on the full approximation error. Numerical experiments using the Ornstein-Uhlenbeck process illustrate our results.</p></div>","PeriodicalId":55504,"journal":{"name":"Applied and Computational Harmonic Analysis","volume":"71 ","pages":"Article 101657"},"PeriodicalIF":2.5,"publicationDate":"2024-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S1063520324000344/pdfft?md5=f01b4b57c82f431fd15e3f589cf72791&pid=1-s2.0-S1063520324000344-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140542763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Frame set for Gabor systems with Haar window 带 Haar 窗口的 Gabor 系统框架集
IF 2.5 2区 数学
Applied and Computational Harmonic Analysis Pub Date : 2024-03-18 DOI: 10.1016/j.acha.2024.101655
Xin-Rong Dai , Meng Zhu
{"title":"Frame set for Gabor systems with Haar window","authors":"Xin-Rong Dai ,&nbsp;Meng Zhu","doi":"10.1016/j.acha.2024.101655","DOIUrl":"10.1016/j.acha.2024.101655","url":null,"abstract":"<div><p>We describe the full structure of the frame set for the Gabor system <span><math><mi>G</mi><mo>(</mo><mi>g</mi><mo>;</mo><mi>α</mi><mo>,</mo><mi>β</mi><mo>)</mo><mo>:</mo><mo>=</mo><mo>{</mo><msup><mrow><mi>e</mi></mrow><mrow><mo>−</mo><mn>2</mn><mi>π</mi><mi>i</mi><mi>m</mi><mi>β</mi><mo>⋅</mo></mrow></msup><mi>g</mi><mo>(</mo><mo>⋅</mo><mo>−</mo><mi>n</mi><mi>α</mi><mo>)</mo><mo>:</mo><mi>m</mi><mo>,</mo><mi>n</mi><mo>∈</mo><mi>Z</mi><mo>}</mo></math></span> with the window being the Haar function <span><math><mi>g</mi><mo>=</mo><mo>−</mo><msub><mrow><mi>χ</mi></mrow><mrow><mo>[</mo><mo>−</mo><mn>1</mn><mo>/</mo><mn>2</mn><mo>,</mo><mn>0</mn><mo>)</mo></mrow></msub><mo>+</mo><msub><mrow><mi>χ</mi></mrow><mrow><mo>[</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>/</mo><mn>2</mn><mo>)</mo></mrow></msub></math></span>. This is the first compactly supported window function for which the frame set is represented explicitly.</p><p>The strategy of this paper is to introduce the piecewise linear transformation <span><math><mi>M</mi></math></span> on the unit circle, and to provide a complete characterization of structures for its (symmetric) maximal invariant sets. This transformation is related to the famous three gap theorem of Steinhaus which may be of independent interest. Furthermore, a classical criterion on Gabor frames is improved, which allows us to establish a necessary and sufficient condition for the Gabor system <span><math><mi>G</mi><mo>(</mo><mi>g</mi><mo>;</mo><mi>α</mi><mo>,</mo><mi>β</mi><mo>)</mo></math></span> to be a frame, i.e., the symmetric invariant set of the transformation <span><math><mi>M</mi></math></span> is empty.</p></div>","PeriodicalId":55504,"journal":{"name":"Applied and Computational Harmonic Analysis","volume":"71 ","pages":"Article 101655"},"PeriodicalIF":2.5,"publicationDate":"2024-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140182420","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Frame set for shifted sinc-function 移位 sinc 函数的帧集
IF 2.5 2区 数学
Applied and Computational Harmonic Analysis Pub Date : 2024-03-16 DOI: 10.1016/j.acha.2024.101654
Yurii Belov , Andrei V. Semenov
{"title":"Frame set for shifted sinc-function","authors":"Yurii Belov ,&nbsp;Andrei V. Semenov","doi":"10.1016/j.acha.2024.101654","DOIUrl":"10.1016/j.acha.2024.101654","url":null,"abstract":"<div><p>We prove that frame set <span><math><msub><mrow><mi>F</mi></mrow><mrow><mi>g</mi></mrow></msub></math></span> for imaginary shift of sinc-function<span><span><span><math><mi>g</mi><mo>(</mo><mi>t</mi><mo>)</mo><mo>=</mo><mfrac><mrow><mi>sin</mi><mo>⁡</mo><mi>π</mi><mi>b</mi><mo>(</mo><mi>t</mi><mo>−</mo><mi>i</mi><mi>w</mi><mo>)</mo></mrow><mrow><mi>t</mi><mo>−</mo><mi>i</mi><mi>w</mi></mrow></mfrac><mo>,</mo><mspace></mspace><mi>b</mi><mo>,</mo><mi>w</mi><mo>∈</mo><mi>R</mi><mo>∖</mo><mo>{</mo><mn>0</mn><mo>}</mo></math></span></span></span> can be described as <span><math><msub><mrow><mi>F</mi></mrow><mrow><mi>g</mi></mrow></msub><mo>=</mo><mo>{</mo><mo>(</mo><mi>α</mi><mo>,</mo><mi>β</mi><mo>)</mo><mo>:</mo><mi>α</mi><mi>β</mi><mo>⩽</mo><mn>1</mn><mo>,</mo><mi>β</mi><mo>⩽</mo><mo>|</mo><mi>b</mi><mo>|</mo><mo>}</mo></math></span>.</p><p>In addition, we prove that <span><math><msub><mrow><mi>F</mi></mrow><mrow><mi>g</mi></mrow></msub><mo>=</mo><mo>{</mo><mo>(</mo><mi>α</mi><mo>,</mo><mi>β</mi><mo>)</mo><mo>:</mo><mi>α</mi><mi>β</mi><mo>⩽</mo><mn>1</mn><mo>}</mo></math></span> for window functions <em>g</em> of the form<span><span><span><math><mfrac><mrow><mn>1</mn></mrow><mrow><mi>t</mi><mo>−</mo><mi>i</mi><mi>w</mi></mrow></mfrac><mo>(</mo><mn>1</mn><mo>−</mo><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mrow><mo>∞</mo></mrow></munderover><msub><mrow><mi>a</mi></mrow><mrow><mi>k</mi></mrow></msub><msup><mrow><mi>e</mi></mrow><mrow><mn>2</mn><mi>π</mi><mi>i</mi><msub><mrow><mi>b</mi></mrow><mrow><mi>k</mi></mrow></msub><mi>t</mi></mrow></msup><mo>)</mo><mo>,</mo></math></span></span></span> such that <span><math><msub><mrow><mo>∑</mo></mrow><mrow><mi>k</mi><mo>⩾</mo><mn>1</mn></mrow></msub><mo>|</mo><msub><mrow><mi>a</mi></mrow><mrow><mi>k</mi></mrow></msub><mo>|</mo><msup><mrow><mi>e</mi></mrow><mrow><mn>2</mn><mi>π</mi><mo>|</mo><mi>w</mi><msub><mrow><mi>b</mi></mrow><mrow><mi>k</mi></mrow></msub><mo>|</mo></mrow></msup><mo>&lt;</mo><mn>1</mn></math></span>, <span><math><mi>w</mi><msub><mrow><mi>b</mi></mrow><mrow><mi>k</mi></mrow></msub><mo>&lt;</mo><mn>0</mn></math></span>.</p></div>","PeriodicalId":55504,"journal":{"name":"Applied and Computational Harmonic Analysis","volume":"71 ","pages":"Article 101654"},"PeriodicalIF":2.5,"publicationDate":"2024-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140182455","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Eigenmatrix for unstructured sparse recovery 非结构稀疏恢复的特征矩阵
IF 2.5 2区 数学
Applied and Computational Harmonic Analysis Pub Date : 2024-03-14 DOI: 10.1016/j.acha.2024.101653
Lexing Ying
{"title":"Eigenmatrix for unstructured sparse recovery","authors":"Lexing Ying","doi":"10.1016/j.acha.2024.101653","DOIUrl":"https://doi.org/10.1016/j.acha.2024.101653","url":null,"abstract":"<div><p>This note considers the unstructured sparse recovery problems in a general form. Examples include rational approximation, spectral function estimation, Fourier inversion, Laplace inversion, and sparse deconvolution. The main challenges are the noise in the sample values and the unstructured nature of the sample locations. This note proposes the eigenmatrix, a data-driven construction with desired approximate eigenvalues and eigenvectors. The eigenmatrix offers a new way for these sparse recovery problems. Numerical results are provided to demonstrate the efficiency of the proposed method.</p></div>","PeriodicalId":55504,"journal":{"name":"Applied and Computational Harmonic Analysis","volume":"71 ","pages":"Article 101653"},"PeriodicalIF":2.5,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140133908","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Solving PDEs on unknown manifolds with machine learning 用机器学习解决未知流形上的多项式方程
IF 2.5 2区 数学
Applied and Computational Harmonic Analysis Pub Date : 2024-02-29 DOI: 10.1016/j.acha.2024.101652
Senwei Liang , Shixiao W. Jiang , John Harlim , Haizhao Yang
{"title":"Solving PDEs on unknown manifolds with machine learning","authors":"Senwei Liang ,&nbsp;Shixiao W. Jiang ,&nbsp;John Harlim ,&nbsp;Haizhao Yang","doi":"10.1016/j.acha.2024.101652","DOIUrl":"https://doi.org/10.1016/j.acha.2024.101652","url":null,"abstract":"<div><p>This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated as a supervised learning task to solve a least-squares regression problem that imposes an algebraic equation approximating a PDE (and boundary conditions if applicable). This algebraic equation involves a graph-Laplacian type matrix obtained via DM asymptotic expansion, which is a consistent estimator of second-order elliptic differential operators. The resulting numerical method is to solve a highly non-convex empirical risk minimization problem subjected to a solution from a hypothesis space of neural networks (NNs). In a well-posed elliptic PDE setting, when the hypothesis space consists of neural networks with either infinite width or depth, we show that the global minimizer of the empirical loss function is a consistent solution in the limit of large training data. When the hypothesis space is a two-layer neural network, we show that for a sufficiently large width, gradient descent can identify a global minimizer of the empirical loss function. Supporting numerical examples demonstrate the convergence of the solutions, ranging from simple manifolds with low and high co-dimensions, to rough surfaces with and without boundaries. We also show that the proposed NN solver can robustly generalize the PDE solution on new data points with generalization errors that are almost identical to the training errors, superseding a Nyström-based interpolation method.</p></div>","PeriodicalId":55504,"journal":{"name":"Applied and Computational Harmonic Analysis","volume":"71 ","pages":"Article 101652"},"PeriodicalIF":2.5,"publicationDate":"2024-02-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140014304","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Separation-free spectral super-resolution via convex optimization 通过凸优化实现无分离光谱超分辨率
IF 2.5 2区 数学
Applied and Computational Harmonic Analysis Pub Date : 2024-02-29 DOI: 10.1016/j.acha.2024.101650
Zai Yang , Yi-Lin Mo , Zongben Xu
{"title":"Separation-free spectral super-resolution via convex optimization","authors":"Zai Yang ,&nbsp;Yi-Lin Mo ,&nbsp;Zongben Xu","doi":"10.1016/j.acha.2024.101650","DOIUrl":"10.1016/j.acha.2024.101650","url":null,"abstract":"<div><p>Atomic norm methods have recently been proposed for spectral super-resolution with flexibility in dealing with missing data and miscellaneous noises. A notorious drawback of these convex optimization methods however is their lower resolution in the high signal-to-noise (SNR) regime as compared to conventional methods such as ESPRIT. In this paper, we devise a simple weighting scheme in existing atomic norm methods and show that in theory the resolution of the resulting convex optimization method can be made arbitrarily high in the absence of noise, achieving the so-called separation-free super-resolution. This is proved by a novel, kernel-free construction of the dual certificate whose existence guarantees exact super-resolution using the proposed method. Numerical results corroborating our analysis are provided.</p></div>","PeriodicalId":55504,"journal":{"name":"Applied and Computational Harmonic Analysis","volume":"71 ","pages":"Article 101650"},"PeriodicalIF":2.5,"publicationDate":"2024-02-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140043807","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Marcinkiewicz–Zygmund inequalities for scattered and random data on the q-sphere q 球上分散和随机数据的 Marcinkiewicz-Zygmund 不等式
IF 2.5 2区 数学
Applied and Computational Harmonic Analysis Pub Date : 2024-02-29 DOI: 10.1016/j.acha.2024.101651
Frank Filbir , Ralf Hielscher , Thomas Jahn , Tino Ullrich
{"title":"Marcinkiewicz–Zygmund inequalities for scattered and random data on the q-sphere","authors":"Frank Filbir ,&nbsp;Ralf Hielscher ,&nbsp;Thomas Jahn ,&nbsp;Tino Ullrich","doi":"10.1016/j.acha.2024.101651","DOIUrl":"https://doi.org/10.1016/j.acha.2024.101651","url":null,"abstract":"<div><p>The recovery of multivariate functions and estimating their integrals from finitely many samples is one of the central tasks in modern approximation theory. Marcinkiewicz–Zygmund inequalities provide answers to both the recovery and the quadrature aspect. In this paper, we put ourselves on the <em>q</em>-dimensional sphere <span><math><msup><mrow><mi>S</mi></mrow><mrow><mi>q</mi></mrow></msup></math></span>, and investigate how well continuous <span><math><msub><mrow><mi>L</mi></mrow><mrow><mi>p</mi></mrow></msub></math></span>-norms of polynomials <em>f</em> of maximum degree <em>n</em> on the sphere <span><math><msup><mrow><mi>S</mi></mrow><mrow><mi>q</mi></mrow></msup></math></span> can be discretized by positively weighted <span><math><msub><mrow><mi>L</mi></mrow><mrow><mi>p</mi></mrow></msub></math></span>-sum of finitely many samples, and discuss the distortion between the continuous and discrete quantities, the number and distribution of the (deterministic or randomly chosen) sample points <span><math><msub><mrow><mi>ξ</mi></mrow><mrow><mn>1</mn></mrow></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mrow><mi>ξ</mi></mrow><mrow><mi>N</mi></mrow></msub></math></span> on <span><math><msup><mrow><mi>S</mi></mrow><mrow><mi>q</mi></mrow></msup></math></span>, the dimension <em>q</em>, and the degree <em>n</em> of the polynomials.</p></div>","PeriodicalId":55504,"journal":{"name":"Applied and Computational Harmonic Analysis","volume":"71 ","pages":"Article 101651"},"PeriodicalIF":2.5,"publicationDate":"2024-02-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S1063520324000289/pdfft?md5=c98b0bf5b8b162d91ccc058130ea9e34&pid=1-s2.0-S1063520324000289-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140042516","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Exponential lower bound for the eigenvalues of the time-frequency localization operator before the plunge region 坠落区域前时频定位算子特征值的指数下限
IF 2.5 2区 数学
Applied and Computational Harmonic Analysis Pub Date : 2024-02-28 DOI: 10.1016/j.acha.2024.101639
Aleksei Kulikov
{"title":"Exponential lower bound for the eigenvalues of the time-frequency localization operator before the plunge region","authors":"Aleksei Kulikov","doi":"10.1016/j.acha.2024.101639","DOIUrl":"https://doi.org/10.1016/j.acha.2024.101639","url":null,"abstract":"<div><p>For a pair of sets <span><math><mi>T</mi><mo>,</mo><mi>Ω</mi><mo>⊂</mo><mi>R</mi></math></span> the time-frequency localization operator is defined as <span><math><msub><mrow><mi>S</mi></mrow><mrow><mi>T</mi><mo>,</mo><mi>Ω</mi></mrow></msub><mo>=</mo><msub><mrow><mi>P</mi></mrow><mrow><mi>T</mi></mrow></msub><msup><mrow><mi>F</mi></mrow><mrow><mo>−</mo><mn>1</mn></mrow></msup><msub><mrow><mi>P</mi></mrow><mrow><mi>Ω</mi></mrow></msub><mi>F</mi><msub><mrow><mi>P</mi></mrow><mrow><mi>T</mi></mrow></msub></math></span>, where <span><math><mi>F</mi></math></span> is the Fourier transform and <span><math><msub><mrow><mi>P</mi></mrow><mrow><mi>T</mi></mrow></msub><mo>,</mo><msub><mrow><mi>P</mi></mrow><mrow><mi>Ω</mi></mrow></msub></math></span> are projection operators onto <em>T</em> and Ω, respectively. We show that in the case when both <em>T</em> and Ω are intervals, the eigenvalues of <span><math><msub><mrow><mi>S</mi></mrow><mrow><mi>T</mi><mo>,</mo><mi>Ω</mi></mrow></msub></math></span> satisfy <span><math><msub><mrow><mi>λ</mi></mrow><mrow><mi>n</mi></mrow></msub><mo>(</mo><mi>T</mi><mo>,</mo><mi>Ω</mi><mo>)</mo><mo>≥</mo><mn>1</mn><mo>−</mo><msup><mrow><mi>δ</mi></mrow><mrow><mo>|</mo><mi>T</mi><mo>|</mo><mo>|</mo><mi>Ω</mi><mo>|</mo></mrow></msup></math></span> if <span><math><mi>n</mi><mo>≤</mo><mo>(</mo><mn>1</mn><mo>−</mo><mi>ε</mi><mo>)</mo><mo>|</mo><mi>T</mi><mo>|</mo><mo>|</mo><mi>Ω</mi><mo>|</mo></math></span>, where <span><math><mi>ε</mi><mo>&gt;</mo><mn>0</mn></math></span> is arbitrary and <span><math><mi>δ</mi><mo>=</mo><mi>δ</mi><mo>(</mo><mi>ε</mi><mo>)</mo><mo>&lt;</mo><mn>1</mn></math></span>, provided that <span><math><mo>|</mo><mi>T</mi><mo>|</mo><mo>|</mo><mi>Ω</mi><mo>|</mo><mo>&gt;</mo><msub><mrow><mi>c</mi></mrow><mrow><mi>ε</mi></mrow></msub></math></span>. This improves the result of Bonami, Jaming and Karoui, who proved it for <span><math><mi>ε</mi><mo>≥</mo><mn>0.42</mn></math></span>. The proof is based on the properties of the Bargmann transform.</p></div>","PeriodicalId":55504,"journal":{"name":"Applied and Computational Harmonic Analysis","volume":"71 ","pages":"Article 101639"},"PeriodicalIF":2.5,"publicationDate":"2024-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139999730","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Uniform approximation of common Gaussian process kernels using equispaced Fourier grids 利用等距傅里叶网格均匀逼近普通高斯过程核
IF 2.5 2区 数学
Applied and Computational Harmonic Analysis Pub Date : 2024-02-27 DOI: 10.1016/j.acha.2024.101640
Alex Barnett , Philip Greengard , Manas Rachh
{"title":"Uniform approximation of common Gaussian process kernels using equispaced Fourier grids","authors":"Alex Barnett ,&nbsp;Philip Greengard ,&nbsp;Manas Rachh","doi":"10.1016/j.acha.2024.101640","DOIUrl":"10.1016/j.acha.2024.101640","url":null,"abstract":"<div><p>The high efficiency of a recently proposed method for computing with Gaussian processes relies on expanding a (translationally invariant) covariance kernel into complex exponentials, with frequencies lying on a Cartesian equispaced grid. Here we provide rigorous error bounds for this approximation for two popular kernels—Matérn and squared exponential—in terms of the grid spacing and size. The kernel error bounds are uniform over a hypercube centered at the origin. Our tools include a split into aliasing and truncation errors, and bounds on sums of Gaussians or modified Bessel functions over various lattices. For the Matérn case, motivated by numerical study, we conjecture a stronger Frobenius-norm bound on the covariance matrix error for randomly-distributed data points. Lastly, we prove bounds on, and study numerically, the ill-conditioning of the linear systems arising in such regression problems.</p></div>","PeriodicalId":55504,"journal":{"name":"Applied and Computational Harmonic Analysis","volume":"71 ","pages":"Article 101640"},"PeriodicalIF":2.5,"publicationDate":"2024-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139994414","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Small time asymptotics of the entropy of the heat kernel on a Riemannian manifold 黎曼流形上热核熵的小时间渐近线
IF 2.5 2区 数学
Applied and Computational Harmonic Analysis Pub Date : 2024-02-22 DOI: 10.1016/j.acha.2024.101642
Vlado Menkovski , Jacobus W. Portegies , Mahefa Ratsisetraina Ravelonanosy
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